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What causes the @ES volume chart to freak on Ameritrade


stock777
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Think I see this during the  period before rollover .   Even though theres only a 7500 volume print at the 11:11:38 time , I get 40 bars of junk on the 5000 per  bar volume chart.

Is Ameritrade sending a giant uptick in total volume ??

 

Clearing and backfilling clears this .   But the problem returns shortly after.   

 

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  This probably is related in some way to another occasional bug (happening today) where the  NET CHANGE for @ES  stops updating.

   Forcing a relog of the feed   brings it back to normal  . 

  Strangely ,   the NAME "E-mini S&p 500"  also disappears at the same time. 

 

  None of the other  futures symbols are affected

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Not sure what makes you think that .  What other feed ? I only get ES from ameritrade .  Heres what the quotes look like right now

notice the no change , change last, or name . The price ,lastvolume  , and volume remain unaffected

these come back  to normal when i reset the feed using the sources screen

This happ about 6 diff times today

As I indicated this only seems to happen sporadically, havent seen it in a long time (ive made no changes to the setup) , and I think its related to the rollover, but not sure.

 

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Edited by stock777
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yahoo is already set to low.  

and since when does yahoo deliver realtime futures data ?  the LAST quote is still streaming  live when this problem shows up .    Yahoo delivers only slow delayed data

image.png.320dbf04cff111a58e70254ef3021d2b.png

 

only  the es  is affected by this issue , the other futures symbols are not . 

think this is  problem with the ameritrade data feed , not mt

chart totally busted when rollover comes, as backfill is the old contract , and the feed is the new .  nice

 

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this is what the @ES  volume chart looks like a few minutes after a clear and backfill

pretty sure this is ameritrade sending crap

all the other futures symbols are stable

 

Edit : changing the symbol to @NQ and back again to @ES  on the same chart, cleared this noise, so not sure what thats about.    🙄

 

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Edited by stock777
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I know Yahoo is delayed. that's the point. getting a quote from Yahoo while also getting it from TDA would screw things up and the volume issue you are describing is one of the ways it can get screwed up.   Next time you see this, send me the log along with the screenshot of the raw data showing the bad value please.

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